NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 3.370 3.354 -0.016 -0.5% 3.636
High 3.370 3.402 0.032 0.9% 3.638
Low 3.310 3.337 0.027 0.8% 3.400
Close 3.354 3.392 0.038 1.1% 3.411
Range 0.060 0.065 0.005 8.3% 0.238
ATR 0.105 0.102 -0.003 -2.7% 0.000
Volume 41,354 33,320 -8,034 -19.4% 171,347
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.572 3.547 3.428
R3 3.507 3.482 3.410
R2 3.442 3.442 3.404
R1 3.417 3.417 3.398 3.430
PP 3.377 3.377 3.377 3.383
S1 3.352 3.352 3.386 3.365
S2 3.312 3.312 3.380
S3 3.247 3.287 3.374
S4 3.182 3.222 3.356
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.197 4.042 3.542
R3 3.959 3.804 3.476
R2 3.721 3.721 3.455
R1 3.566 3.566 3.433 3.525
PP 3.483 3.483 3.483 3.462
S1 3.328 3.328 3.389 3.287
S2 3.245 3.245 3.367
S3 3.007 3.090 3.346
S4 2.769 2.852 3.280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.616 3.310 0.306 9.0% 0.086 2.5% 27% False False 36,866
10 3.740 3.310 0.430 12.7% 0.091 2.7% 19% False False 33,601
20 3.765 3.310 0.455 13.4% 0.103 3.0% 18% False False 28,212
40 4.052 3.310 0.742 21.9% 0.098 2.9% 11% False False 23,877
60 4.315 3.310 1.005 29.6% 0.093 2.7% 8% False False 21,239
80 4.500 3.310 1.190 35.1% 0.095 2.8% 7% False False 18,822
100 4.683 3.310 1.373 40.5% 0.092 2.7% 6% False False 16,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.678
2.618 3.572
1.618 3.507
1.000 3.467
0.618 3.442
HIGH 3.402
0.618 3.377
0.500 3.370
0.382 3.362
LOW 3.337
0.618 3.297
1.000 3.272
1.618 3.232
2.618 3.167
4.250 3.061
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 3.385 3.417
PP 3.377 3.408
S1 3.370 3.400

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols